A derivative in which the underlying is CO2 emission allowances (carbon credit or the so-called carbon emission certificates- EUA: European...
A strike reset option (and a European put option) which allows the holder to shout (and hence it is a...
A range forward contract which involves taking two opposite option positions on the same underlying. For example, a firm expects...
A reset option whose strike price is reset to the prevailing price of its underlying on a predetermined reset date...
A compound option which enables the holder to lock into a range of an asset price or interest rate (or...
An interest rate swap in general and a type of a seasonal swap in particular, in which the tenor can...
A reset option (put option) whose strike price is reset to the prevailing price of its underlying on a predetermined...
A third-order greek that measures the rate of change in the option gamma in response to a change in the...
A forward contract or zero-cost range forward contract that is primarily used to cover maturities greater than 30 days with...
An adjustment that is made to the forward value of a variable to account for the timing of a payoff...